Pauli Virtanen wrote:
> Tue, 12 May 2009 16:35:10 +0200, Robert Cimrman wrote:
>> the topic of automatic differentiation is very interesting for me (also
>> in light of my announcement here not so long ago...). Does ADOL-C derive
>> the code so that analytical formulas for the jacobians are obtained, or
>> does it use some finite differencing scheme? I am not familiar with AD,
>> so pardon my ignorance.
>> See http://en.wikipedia.org/wiki/Automatic_differentiation>> AD typically builds an "implicit" graph expression corresponding to the
> computation, and constructs the Jacobian based on that. So it's not
> symbolic or numerical differentiation.
Thank you Pauli. Note to myself: always ask search engines first.
cheers,
r.